Bayesian variable selection for matrix autoregressive models

Mathematics

• Bayesian Variable Selection 78%
• Autoregressive Model 59%
• Interpretability 36%
• Markov Chain Monte Carlo Algorithms 33%
• Spike 31%
• EM Algorithm 30%
• Bayesian Methods 29%
• Computational Efficiency 29%
• Variable Selection 28%
• Computational Methods 28%
• Dimensionality 27%
• Data analysis 24%
• Time series 24%
• Economics 24%
• High-dimensional 22%
• Model 18%
• Relationships 16%
• Performance 16%
• Framework 15%
• Form 11%

Business & Economics

• Variable Selection 100%
• Autoregressive Model 62%
• Matrix 48%
• EM Algorithm 26%
• Bayesian Methods 22%
• Markov Chain Monte Carlo 22%
• Dimensionality 20%
• Economic Indicators 18%
• Performance 7%